Does any data exist comparing house prices in different European
countries?  There are many reports on commercial property prices but I
can not find anything on house prices.  I would like to know how
coastal holiday-type accomodation compares between developed Europe
(Spain, Portugal, Greece) and Eastern Europe (Bulgaria, Croatia,
Montenegro, Turkey, Cyprus). As well as this I would like to compare
urban house prices in capital cities across Europe, in particular
comparing Eastern Europe with Western.  In addition, are there any
time trend info to see how fast property prices are rising in these
Eastern European countries?

I am looking for the same info but with more focus on capital cities.
I would suggest two routes:
1. The Economist.com published global house prices and you can
subscribe for c. $15 for a month's use
2. National statistics sources are quite good

e.g for bulgaria I found: http://www.nsi.bg

also try colliers.com and dtz.com. these are agents that publish their
research free of charge if you register

later

please let me know what you have found